+126.3%
HBAN vs JAAA
+29.3%
+97.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.1% |
| 30D | -5.9% | +0.4% | -6.3% | -6.8% |
| 3M | +0.2% | +1.2% | -1.0% | -2.7% |
| 6M | +6.6% | +2.7% | +4.0% | 0.0% |
| YTD | -1.7% | +3.2% | -4.9% | -8.9% |
| 1Y | -1.7% | +4.8% | -6.5% | -12.1% |
| 3Y | +74.9% | +19.0% | +55.9% | +37.7% |
| 5Y | +36.0% | +26.8% | +9.2% | +2.1% |
| All | +126.3% | +29.3% | +97.0% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling